Interest Rates Products

 
 
Record Eurodollars
T-Bond Basket Gap
New Product on Sep 22
August Options Review
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.745 0 99.745 99.750 99.740 86388
Eurodollar GEH5 Mar 2015 99.650 +0.005 99.640 99.650 99.630 118424
Eurodollar GEM5 Jun 2015 99.435 +0.005 99.425 99.435 99.410 179875
Eurodollar GEU5 Sep 2015 99.185 +0.005 99.180 99.185 99.150 151168
Eurodollar GEZ5 Dec 2015 98.920 +0.005 98.920 98.920 98.880 270307
Eurodollar GEH6 Mar 2016 98.640 +0.005 98.640 98.645 98.600 195739
Eurodollar GEM6 Jun 2016 98.350 +0.005 98.345 98.355 98.305 215046
Eurodollar GEU6 Sep 2016 98.060 +0.005 98.060 98.075 98.010 164728
10-Year U.S. Treasury Note ZNZ4 Dec 2014 124'020 +0'020 123'255 124'030 123'160 1083333
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 100'190 +0'005 100'120 100'190 100'090 1820
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 101'270 b +0'025 101'160 101'270 101'115 591
5-Year Euro Deliverable Interest Rate Swap F1EZ4 Dec 2014 102.240 b +0.020 - 102.240 102.010 -
10-Year Euro Deliverable Interest Rate Swap N1EZ4 Dec 2014 106.930 b +0.020 - 106.980 106.380 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.745 0 99.745 99.750 99.740 86388
Eurodollar GEH5 Mar 2015 99.650 +0.005 99.640 99.650 99.630 118424
Eurodollar GEM5 Jun 2015 99.435 +0.005 99.425 99.435 99.410 179875
Eurodollar GEU5 Sep 2015 99.185 +0.005 99.180 99.185 99.150 151168
Eurodollar GEZ5 Dec 2015 98.920 +0.005 98.920 98.920 98.880 270307
Eurodollar GEH6 Mar 2016 98.640 +0.005 98.640 98.645 98.600 195739
Eurodollar GEM6 Jun 2016 98.350 +0.005 98.345 98.355 98.305 215046
Eurodollar GEU6 Sep 2016 98.060 +0.005 98.060 98.075 98.010 164728
30-Day Federal Funds ZQX4 Nov 2014 99.915 +0.005 99.905 99.915 99.905 8744
Euribor EBV4 Oct 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 150'20 +0'10 148'30 150'21 148'08 66332
U.S. Treasury Bond ZBZ4 Dec 2014 136'26 +0'07 135'28 136'27 135'13 305797
10-Year U.S. Treasury Note ZNZ4 Dec 2014 124'020 +0'020 123'255 124'030 123'160 1083333
5-Year U.S. Treasury Note ZFZ4 Dec 2014 117'305 +0'007 117'270 117'312 117'210 670958
3-Year U.S. Treasury Note Z3NU4 Sep 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'117 +0'002 109'115 109'120 109'100 188621
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 99'312 a -0'002 99'315 100'000 99'315 305
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 100'190 +0'005 100'120 100'190 100'090 1820
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 101'270 b +0'025 101'160 101'270 101'115 591
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 103'22 b +0'06 102'22 103'22 102'22 86
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 100.555 b +0.010 - 100.555 100.525 -
5-Year Euro Deliverable Interest Rate Swap F1EZ4 Dec 2014 102.240 b +0.020 - 102.240 102.010 -
10-Year Euro Deliverable Interest Rate Swap N1EZ4 Dec 2014 106.930 b +0.020 - 106.980 106.380 -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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